Limit laws for the intersection local time of stable processes in u2

DOI10.1080/17442508808833491zbMath0636.60079OpenAlexW2077984319MaRDI QIDQ3776336

Jay S. Rosen

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833491

zbMATH Keywords

intersection local timestable processrenormalisation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Local time and additive functionals (60J55) Markov processes (60J99)

Related Items (4)

Renormalization and convergence in law for the derivative of intersection local time in \(\mathbf R^2\) ⋮ Large deviations for renormalized self-intersection local times of stable processes ⋮ Self-collisions of superprocesses: renormalization and limit theorems ⋮ Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative

Cites Work

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